research
∙
05/06/2023
Functional diffusion driven stochastic volatility model
We propose a stochastic volatility model for time series of curves. It i...
share
research
∙
06/30/2021
Testing normality of spatially indexed functional data
We develop a test of normality for spatially indexed functions. The assu...
research
∙
06/22/2020
Wasserstein Autoregressive Models for Density Time Series
Data consisting of time-indexed distributions of cross-sectional or intr...
research
∙
12/07/2018
Principal components analysis of regularly varying functions
The paper is concerned with asymptotic properties of the principal compo...
research
∙
01/16/2018